Overweight is one of the major health-related challenges in industrialized countries and mostly preventable through a healthy diet and regular engagement in physical activity. Health communication practitioners and researchers, therefore, started using the media’s persuasive potential by creating entertainment-education (E-E) programs that promote healthy nutrition and exercise. By observing the characters in E-E programs, audience members can learn vicariously and eventually develop personal bonds with them. The current study investigates the effects of parasocial relationships (PSRs) with characters of a health-related E-E show, as well as the impact of parasocial breakups (PSBUs) on health-relevant outcomes. Using the setting of the show The Biggest Loser (TBL), we conducted a quasi-experimental longitudinal field study. Participants ( N = 149) watched shortened episodes of the show once a week for 5 weeks. Results showed that PSRs with the reality TV characters did not increase over time and after repeated exposure. Findings furthermore suggest that PSR did not influence self-efficacy perceptions or exercise behavior over time. Parasocial breakup distress intensity was neither related to self-efficacy nor to exercise behavior. Interpretations of these findings and implications for better understanding the effects of PSRs and PSBUs are discussed.